+16.2%
KDP vs TAP
+0.6%
+15.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +9.7% | +5.7% | +4.0% | +7.7% |
| 3M | +17.6% | -1.9% | +19.5% | +18.2% |
| 6M | +25.8% | +0.9% | +24.8% | +25.0% |
| YTD | +33.9% | -9.5% | +43.4% | +37.3% |
| 1Y | +38.9% | -9.0% | +47.8% | +42.1% |
| 3Y | +26.8% | -22.2% | +49.0% | +33.5% |
| All | +16.2% | +0.6% | +15.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling